Generic function for predictive intervals
See predictive_interval.stanreg() in the rstanarm package for an example.
predictive_interval(object, ...) ## Default S3 method: predictive_interval(object, prob = 0.9, ...)
object |
The object to use. |
... |
Arguments passed to methods. See the methods in the rstanarm package for examples. |
prob |
A number p (0 < p < 1) indicating the desired probability mass to include in the intervals. |
predictive_interval() methods should return a matrix with two
columns and as many rows as data points being predicted. For a given value
of prob, p, the columns correspond to the lower and upper
100p\
100(1 - α/2)\
prob=0.9 is specified (a 90\
would be "5%" and "95%", respectively.
The default method just takes object to be a matrix and computes
quantiles, with prob defaulting to 0.9.
The rstanarm package (mc-stan.org/rstanarm) for example methods (CRAN, GitHub).
Guidelines and recommendations for developers of R packages interfacing with Stan and a demonstration getting a simple package working can be found in the vignettes included with rstantools and at mc-stan.org/rstantools/articles.
# Default method takes a numeric matrix (of draws from posterior
# predictive distribution)
ytilde <- matrix(rnorm(100 * 5, sd = 2), 100, 5) # fake draws
predictive_interval(ytilde, prob = 0.8)
# Also see help("predictive_interval", package = "rstanarm")Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.